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Extreme precipitation shows non-stationary behavior over time, but also with respect to other large-scale variables. While this effect is often neglected, we propose a model including the influence of North Atlantic Oscillation, time,…

大气与海洋物理 · 物理学 2022-11-09 Felix S. Fauer , Henning W. Rust

In recent years, parametric models for max-stable processes have become a popular choice for modeling spatial extremes because they arise as the asymptotic limit of rescaled maxima of independent and identically distributed random…

统计方法学 · 统计学 2025-05-14 Carolin Forster , Marco Oesting

Understanding the spatial extent of extreme precipitation is necessary for determining flood risk and adequately designing infrastructure (e.g., stormwater pipes) to withstand such hazards. While environmental phenomena typically exhibit…

应用统计 · 统计学 2020-03-25 Gregory P. Bopp , Benjamin A. Shaby , Raphaël Huser

In this work, we propose a simulation-based estimation approach using generative neural networks to determine dependencies of precipitation maxima and their underlying uncertainty in time and space. Within the common framework of max-stable…

机器学习 · 统计学 2026-05-01 Christopher Bülte , Lisa Leimenstoll , Melanie Schienle

To mitigate the risk posed by extreme rainfall events, we require statistical models that reliably capture extremes in continuous space with dependence. However, assuming a stationary dependence structure in such models is often erroneous,…

应用统计 · 统计学 2019-07-15 K. R. Saunders , A. G. Stephenson , D. J. Karoly

The modeling of spatio-temporal trends in temperature extremes can help better understand the structure and frequency of heatwaves in a changing climate. Here, we study annual temperature maxima over Southern Europe using a century-spanning…

统计方法学 · 统计学 2020-09-08 Peng Zhong , Raphaël Huser , Thomas Opitz

Since many environmental processes such as heat waves or precipitation are spatial in extent, it is likely that a single extreme event affects several locations and the areal modeling of extremes is therefore essential if the spatial…

统计方法学 · 统计学 2012-08-28 Clément Dombry , Frédéric Éyi-Minko , Mathieu Ribatet

Since many environmental processes such as heat waves or precipitation are spatial in extent, it is likely that a single extreme event affects several locations and the areal modelling of extremes is therefore essential if the spatial…

统计方法学 · 统计学 2012-08-28 Clément Dombry , Frédéric Éyi-Minko , Mathieu Ribatet

We study the spatio-temporal features of extremal sub-daily precipitation data over the Piave river basin in northeast Italy using a rich database of observed hourly rainfall. Empirical evidence suggests that both the marginal and…

应用统计 · 统计学 2025-11-26 Dáire Healy , Ilaria Prosdocimi , Isadora Antoniano-Villalobos

Flood quantile estimation is of great importance for many engineering studies and policy decisions. However, practitioners must often deal with small data available. Thus, the information must be used optimally. In the last decades, to…

应用统计 · 统计学 2009-11-13 Mathieu Ribatet , Taha B. M. J. Ouarda , Eric Sauquet , Jean-Michel Grésillon

Extreme events over large spatial domains may exhibit highly heterogeneous tail dependence characteristics, yet most existing spatial extremes models yield only one dependence class over the entire spatial domain. To accurately characterize…

统计方法学 · 统计学 2025-11-14 Muyang Shi , Likun Zhang , Mark D. Risser , Benjamin A. Shaby

We propose a vector generalized additive modeling framework for taking into account the effect of covariates on angular density functions in a multivariate extreme value context. The proposed methods are tailored for settings where the…

统计方法学 · 统计学 2017-11-28 Linda Mhalla , Miguel de Carvalho , Valérie Chavez-Demoulin

Max-stable processes are natural models for spatial extremes because they provide suitable asymptotic approximations to the distribution of maxima of random fields. In the recent past, several parametric families of stationary max-stable…

统计方法学 · 统计学 2016-02-22 Raphael Huser , Marc G. Genton

Precipitation exceedance probabilities are widely used in engineering design, risk assessment, and floodplain management. While common approaches like NOAA Atlas 14 assume that extreme precipitation characteristics are stationary over time,…

应用统计 · 统计学 2025-02-05 Yuchen Lu , Ben Seiyon Lee , James Doss-Gollin

Extreme value analysis is an essential methodology in the study of rare and extreme events, which hold significant interest in various fields, particularly in the context of environmental sciences. Models that employ the exceedances of…

统计方法学 · 统计学 2025-07-16 Lorenzo Dell'Oro , Carlo Gaetan

In order to reach the supply/demand balance, electricity providers need to predict the demand and production of electricity at different time scales. This implies the need of modeling weather variables such as temperature, wind speed, solar…

应用统计 · 统计学 2017-10-24 Augustin Touron

A new approach for evaluating time-trends in extreme values accounting also for spatial dependence is proposed. Based on exceedances over a space-time threshold, estimators for a trend function and for extreme value parameters are given,…

统计方法学 · 统计学 2017-07-17 Ana Ferreira , Petra Friederichs , Laurens de Haan , Cláudia Neves , Martin Schlather

Statistical modelling of spatial extreme events has gained increasing attention over the last few decades with max-stable processes, and more recently $r$-Pareto processes, becoming the reference tools for the statistical analysis of…

统计方法学 · 统计学 2025-06-02 Peng Zhong , Scott A. Sisson , Boris Beranger

Modeling extremes of climate variables in the framework of climate change is a particularly difficult task, since it implies taking into account spatio-temporal nonstationarities. In this paper, we propose a new method for estimating…

统计方法学 · 统计学 2021-05-13 Béwentaoré Sawadogo , Diakarya Barro

In many practical applications, evaluating the joint impact of combinations of environmental variables is important for risk management and structural design analysis. When such variables are considered simultaneously, non-stationarity can…

应用统计 · 统计学 2024-04-23 C. J. R. Murphy-Barltrop , J. L. Wadsworth
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